Operational Research and the Age of Analytics – IFORS News June 2016
As President of IFORS, I write a quarterly column on operational research issues for the IFORS News. Â Here is my June, 2016 column.read more...
View ArticleNZX: Resignation Of Officer – Mandy Simpson, COO
NZX advises that Chief Operating Officer Mandy Simpson has resigned to take up a role as Chief Executive Officer at a New Zealand cyber security firm.read more...
View ArticleRemarks At FINRA’s 2016 Fixed Income Conference, SEC Commissioner...
It is a pleasure to join you all today at this excellent conference.[1] I thank the Financial Industry Regulatory Authority (“FINRA”) for the invitation, and Chris [Stone] for that kind...
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Wiley selects DataSalon for in-depth customer reporting
DataSalon’s cloud service MasterVision provides Wiley staff with user-friendly access to a complete single customer view incorporating sales, usage, authors and citations, and has quickly become...
View ArticleDissecting cross-impact on stock markets: An empirical analysis....
The vast majority of recent studies in market impact assess each product individually, and the interactions between their order flows are disregarded. This strong approximation may lead to an...
View ArticleStochastic Tail Exponent For Asymmetric Power Laws. (arXiv:1609.02369v1...
We examine random variables in the power law/slowly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on...
View ArticleGeneralized Autoregressive Score Models in R: The GAS Package....
This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the...
View ArticleSIX Swiss Exchange - Sponsored Foreign Shares: Additional Trading Currency
In the SFS segment of SIX Swiss Exchange investors can now trade 70 stocks also in US Dollar. Renell Wertpapierhandelsbank AG acts as Market Maker.read more...
View ArticleMoscow Exchange: Settlement Price For September USD/TRL FX Futures
USD/TRL FX futures contracts expired in September (UTRY-9.16) will be settled at the rate published on the Reuters page "CBTATRY" on 9 September as 12-15 September 2016 are non-business days in Turkey.
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Essential Option Strategies: Understanding the Market and Avoiding Common...
Option trading was once a face-to-face market based on hard-to-obtain research only accessible to the privileged few. Now, with real-time quotes, digital trading platforms, and the abundance of...
View ArticleFederal Reserve Board Announces Retirement Of Nellie Liang, Director Of The...
Nellie Liang, director of the Division of Financial Stability, will retire later this year after 30 years of service to the Federal Reserve Board, including six years as director. The Board will begin...
View ArticleMIAX Options Exchange: MIAX Options - Complex Order System Launch Date,...
MIAX Options is preparing to roll out its Complex Order functionality beginning October 24, 2016. The activation of the Complex Order System is pending SEC approval. The symbol rollout schedule will...
View ArticleNigerian Stock Exchange Weekly Report For Week Ending 9 September 2016
A turnover of 1.183 billion shares worth N10.300 billion in 16,522 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.115 billion shares valued at N13.817...
View ArticleTOM MTF Statistics Week 36, 2016
Click here to download the weekly statistics update of TOM MTF for week 36, 2016.In week 36 a total of 325.898 equity and index option contracts were traded resulting in a TOM MTF market share versus...
View ArticleESAs Reject Proposed Amendments From The European Commission To Technical...
The three European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs), published today their Opinion addressed to the European Commission expressing disagreement with its proposed amendments to the...
View ArticleMoscow Exchange: Risk Parameters For New Bonds
New bonds will be accepted to margin trading starting from September 12, 2016. From this date on, the following risk parameters will be applied:read more...
View ArticleEBA Issues Revised List Of ITS Validation Rules
The European Banking Authority (EBA) issued today a revised list of validation rules in its Implementing Technical Standards (ITS) on supervisory reporting, highlighting those which have been...
View ArticleBorsa İstanbul: Changes In The Contract Sizes Of Electricity Futures Contracts
In accordance with the Ministerial Decree no. 2016/9154, dated 07/09/2016, issued in the Official Gazette no. 92825, dated 08/09/2016, it is decided to continue “Daylight Saving Time” all year long....
View ArticleSEC: BOK Financial, Senior Executive Charged With Turning Blind Eye To...
The Securities and Exchange Commission today announced that a subsidiary of Oklahoma-based BOK Financial Corporation has agreed to pay more than $1.6 million to settle charges that it concealed...
View ArticleFinansinspektionen - The Basel Capital Standards: A Swedish Perspective
Capital requirements should be risk-sensitive but still high, FI Director General Erik Thedéen said in a speech in preparation for the upcoming review of the Basel capital standards.read more...
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